+260.8%
GE vs VXX
-78.4%
+339.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | -1.0% |
| 7D | -4.0% | +2.0% | -6.0% | -3.6% |
| 30D | -11.4% | -7.1% | -4.3% | -12.7% |
| 3M | -2.6% | -28.6% | +26.0% | -8.7% |
| 6M | -0.3% | -44.0% | +43.7% | -10.0% |
| YTD | +5.4% | -31.7% | +37.1% | 0.0% |
| 1Y | +15.5% | -46.3% | +61.9% | +5.7% |
| 3Y | +260.8% | -78.3% | +339.0% | +213.0% |
| All | +260.8% | -78.4% | +339.2% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling